Title: An accurate approximation for the price of arithmetic Asian options
Authors: Vyncke, D.
Goovaerts, Marc
Dhaene, Jan #
Issue Date: Jun-2003
Host Document: Proceedings of the 7th International Congress on Insurance Mathematics & Economics
Conference: International Congress on Insurance: Mathematics & Economics edition:7 location:Lyon (France) date:25-27 July 2003
Publication status: published
KU Leuven publication type: IMa
Appears in Collections:Research Center Insurance, Leuven
# (joint) last author

Files in This Item:

There are no files associated with this item.


All items in Lirias are protected by copyright, with all rights reserved.